Robust mean-variance hedging and pricing of contingent claims in a one period model (Q2892982)
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scientific article; zbMATH DE number 6049609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust mean-variance hedging and pricing of contingent claims in a one period model |
scientific article; zbMATH DE number 6049609 |
Statements
25 June 2012
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minimax problem
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mean-variance hedging
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robust optimization
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Robust mean-variance hedging and pricing of contingent claims in a one period model (English)
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